Time Series Lab

Find the Signal in Your Time Series.

Download for Windows

State Space Edition v1.101


v1.101 is the most recent version of Time Series Lab - State Space Edition. Currently, Windows 64 bit is the only supported platform.

Make sure to read the license agreement before installing the program.

Time Series Lab should be cited whenever it is used in the following way: Lit, R. , S.J. Koopman, and A.C. Harvey (2021), Time Series Lab - State Space Edition: https://timeserieslab.com.

See this section for known issues with the software.


v1.101: 2022-03-19

  • Bug fixed that prevented users from saving results
  • Improved compatibility with 21H2 Windows update

v1.10: 2021-12-20

  • Improved startup time
  • Improved optimization algorithm
  • Output window can be undocked
  • Improved X variables pre-analysis
  • Refactor of model comparison page
  • Lower memory consumption of the software
  • Small bug fixes

v1.02: 2021-11-02

  • Indicators added for explanatory variables
  • Select components and forecasts before storing
  • Load data on forecast page
  • Scroll window in seasonal print output to avoid large print outputs
  • Improved date recognition
  • Small bug fixes

v1.01: 2021-09-26

  • Data tranformation Square, Square root, and Absolute value added to the Data transformations option on the Database page
  • Small bug fixes

v1.00: 2021-09-23

  • Public release of first version

v1.00 beta: 2021-04-01

  • First version send out for testing

Known issues

Last updated: March 2022

Issue Solution
None that we are aware of. -